zlacker

>>rzk+(OP)
You don't actually need nanosecond latency to trade effectively in futures markets but it does help to be able to evaluate and make decisions in the single-digit milliseconds range. Almost no generative model is able to perform inference at this latency threshold.

A threshold in the single-digit milliseconds range allows the rapid detection of price reversals (signaling the need to exit a position with least loss) in even the most liquid of real futures contracts (not counting rare "flash crash" events).

>>ezekie+55
From the article:

> The models engage in mid-to-low frequency trading (MLFT) trading, where decisions are spaced by minutes to a few hours, not microseconds. In stark contrast to high-frequency trading, MLFT gets us closer to the question we care about: can a model make good choices with a reasonable amount of time and information?